A compressive spectral collocation method for the diffusion equation under the restricted isometry property

DOI10.1007/978-3-030-48721-8_2zbMATH Open1455.62186arXiv1807.06606OpenAlexW2883157997MaRDI QIDQ5141286FDOQ5141286

Simone Brugiapaglia

Publication date: 18 December 2020

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Abstract: We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the PDE in strong form at randomized points, by taking advantage of the compressive sensing principle. The proposed approach makes use of a number of collocation points substantially less than the number of basis functions when the solution to recover is sparse or compressible. Focusing on the case of the diffusion equation, we prove that, under suitable assumptions on the diffusion coefficient, the matrix associated with the compressive spectral collocation approach satisfies the restricted isometry property of compressive sensing with high probability. Moreover, we demonstrate the ability of the proposed method to reduce the computational cost associated with the corresponding full spectral collocation approach while preserving good accuracy through numerical illustrations.

Full work available at URL: https://arxiv.org/abs/1807.06606

Recommendations

• On the Compressive Spectral Method
• A theoretical study of compressed solving for advection-diffusion-reaction problems
• Compressed solving: a numerical approximation technique for elliptic PDEs based on compressed sensing
• Sparse recovery in bounded Riesz systems with applications to numerical methods for PDEs
• A compressed sensing approach for partial differential equations with random input data

zbMATH Keywords

diffusion equationpartial differential equationscompressive sensingisometry propertycompressive spectral collocation methodspectral Sturm-Liouville approximation

Mathematics Subject Classification ID

Diffusion processes (60J60) Inference from stochastic processes and spectral analysis (62M15) Reaction-diffusion equations (35K57) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Cites Work

• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Sparse dynamics for partial differential equations
• On the Compressive Spectral Method
• Compressed sensing
• A mathematical introduction to compressive sensing
• Sparse Recovery With Orthogonal Matching Pursuit Under RIP
• Nonlinear methods of approximation
• From high oscillation to rapid approximation III: multivariate expansions
• Title not available (Why is that?)
• Stable and Robust Sampling Strategies for Compressive Imaging
• A non-adapted sparse approximation of PDEs with stochastic inputs
• From high oscillation to rapid approximation I: modified Fourier expansions
• Multivariate modified Fourier series and application to boundary value problems
• A Finite Element Technique for Solving First-Order PDEs inL^p
• A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions
• A Sparse Spectral Method for Homogenization Multiscale Problems
• Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
• A Compressed Sensing Approach for Partial Differential Equations with Random Input Data
• Univariate modified Fourier methods for second order boundary value problems
• Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
• Compressed solving: a numerical approximation technique for elliptic PDEs based on compressed sensing
• A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems
• Sparse approximate solution of partial differential equations
• An optimal \(L_1\)-minimization algorithm for stationary Hamilton-Jacobi equations
• Nonoscillatory solution of the steady-state inviscid Burgers' equation by mathematical programming
• Polynomial approximation via compressed sensing of high-dimensional functions on lower sets
• Solution of Steady-State One-Dimensional Conservation Laws by Mathematical Programming

This page was built for publication: A compressive spectral collocation method for the diffusion equation under the restricted isometry property

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5141286)